Morgan Stanley Call 55 WDC 21.06..../  DE000ME4G3A5  /

Stuttgart
27/05/2024  20:52:56 Chg.- Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.85EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 55.00 - 21/06/2024 Call
 

Master data

WKN: ME4G3A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 21/06/2024
Issue date: 01/12/2023
Last trading day: 28/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.44
Implied volatility: 1.72
Historic volatility: 0.31
Parity: 1.44
Time value: 0.44
Break-even: 73.80
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 2.07
Spread abs.: 0.03
Spread %: 1.62%
Delta: 0.78
Theta: -0.21
Omega: 2.89
Rho: 0.02
 

Quote data

Open: 1.85
High: 1.85
Low: 1.83
Previous Close: 1.89
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -2.12%
1 Month  
+16.35%
3 Months  
+143.42%
YTD  
+311.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.85
1M High / 1M Low: 1.89 1.47
6M High / 6M Low: 1.90 0.23
High (YTD): 11/04/2024 1.90
Low (YTD): 09/01/2024 0.28
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.10%
Volatility 6M:   184.31%
Volatility 1Y:   -
Volatility 3Y:   -